Backtesting of .Blei LME 15M $/to - AW Indikator 3 (Blei LME 15M $/t)

Main Statistical Values - Table 40/-24 .Blei LME 15M $/to AW Indikator 3 Blei LME 15M $/t Years 6.6 Start 19.09.2005 End 20.04.2012 TRADES Count #63 Yearly #9.7 Every 38. day HITS Ratio 61.90% Wins #39 Losses #24 PERFORM Profitf. 1.956 WinSum 231.816 LossSum -118.501 Efficiency 32.44% AvWin 5.944 LossAv -4.938 RETURN Sum 113.316 Yearly 17.162 Daily 0.047 Average 1.799 AvAbs 5.54 Kurtosis 3.61 Median 2.149 MaxWin 18.803 MaxLoss -19.405 StdDev 7.08 Excess 0.61 1/Prof. 0.51 INVTIME Days 42.6% Year 42.2% 706 of 1657 FULL Year 40.625 LENGTH Average 11.2 StdDev 7.55 Median 11.0 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 48.6% Wins 341 Losses 361 Average Diff. -0.27 Wins 4.63 Losses -4.90 Sum Proftf. 0.9 Wins 1577.5 Losses -1768.6 SqrSum Profitf. 1.0 Wins 15126.0 Losses 15502.7 Extremal Temporary Returns Average Diff. 0.9 Wins 2.16 Losses -1.24 Sum Proftf. 1.7 Wins 135.97 Losses -78.09
Cummulative Return - Timeseries
Cummulative Return (from Trade to Trade) - Series	Cummulative Return (from Day to Day im Market) - Series
Return - Distribution	Intra Trade Return - Distribution
Trade Durations - Distribution	Return versus Trade Duration - Scatter
Every Trade - Series	Every Trade Reverse - Series
Pseude Average Trade - Series	Temporary Maximal Wins and Losses - Distribution
Temporary Maximal Wins and Loss versus Return - Scatter